Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 120.99 121.29 0.30 0.2% 121.40
High 121.42 121.60 0.18 0.1% 121.70
Low 120.84 121.10 0.26 0.2% 121.02
Close 121.34 121.44 0.10 0.1% 121.19
Range 0.58 0.50 -0.08 -13.8% 0.68
ATR 0.62 0.61 -0.01 -1.4% 0.00
Volume 469,425 590,703 121,278 25.8% 586,481
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 122.88 122.66 121.72
R3 122.38 122.16 121.58
R2 121.88 121.88 121.53
R1 121.66 121.66 121.49 121.77
PP 121.38 121.38 121.38 121.44
S1 121.16 121.16 121.39 121.27
S2 120.88 120.88 121.35
S3 120.38 120.66 121.30
S4 119.88 120.16 121.17
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 123.34 122.95 121.56
R3 122.66 122.27 121.38
R2 121.98 121.98 121.31
R1 121.59 121.59 121.25 121.45
PP 121.30 121.30 121.30 121.23
S1 120.91 120.91 121.13 120.77
S2 120.62 120.62 121.07
S3 119.94 120.23 121.00
S4 119.26 119.55 120.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.70 120.84 0.86 0.7% 0.48 0.4% 70% False False 329,321
10 123.66 120.84 2.82 2.3% 0.57 0.5% 21% False False 398,788
20 123.72 120.84 2.88 2.4% 0.57 0.5% 21% False False 505,192
40 123.76 120.36 3.40 2.8% 0.54 0.4% 32% False False 264,628
60 123.76 120.20 3.56 2.9% 0.54 0.4% 35% False False 176,777
80 123.76 119.83 3.93 3.2% 0.50 0.4% 41% False False 132,621
100 123.76 118.91 4.85 4.0% 0.41 0.3% 52% False False 106,115
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123.73
2.618 122.91
1.618 122.41
1.000 122.10
0.618 121.91
HIGH 121.60
0.618 121.41
0.500 121.35
0.382 121.29
LOW 121.10
0.618 120.79
1.000 120.60
1.618 120.29
2.618 119.79
4.250 118.98
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 121.41 121.37
PP 121.38 121.29
S1 121.35 121.22

These figures are updated between 7pm and 10pm EST after a trading day.

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